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Derivative Financial Instruments - Credit Derivatives Sold (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Credit derivatives sold disclosures    
Reduction in total maximum future payments due to purchased credit protection $ 0.0 $ 0.0
Net asset (liability) fair value of purchased credit derivative transactions 0.0 0.0
Credit default swaps    
Credit derivatives sold disclosures    
Notional amount 860.9 871.3
Fair value (19.9) (27.3)
Maximum future payments $ 860.9 $ 871.3
Weighted average expected life 2 years 3 months 18 days 2 years 6 months
Single name credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 719.0 $ 729.0
Fair value (7.6) (8.5)
Maximum future payments $ 719.0 $ 729.0
Weighted average expected life 2 years 6 months 2 years 9 months 18 days
Single name credit default swaps | Corporate debt securities | AAA    
Credit derivatives sold disclosures    
Notional amount $ 30.0 $ 30.0
Fair value 0.7 0.8
Maximum future payments $ 30.0 $ 30.0
Weighted average expected life 3 years 3 years 2 months 12 days
Single name credit default swaps | Corporate debt securities | AA    
Credit derivatives sold disclosures    
Notional amount $ 74.0 $ 74.0
Fair value 1.0 1.1
Maximum future payments $ 74.0 $ 74.0
Weighted average expected life 2 years 2 years 3 months 18 days
Single name credit default swaps | Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 175.0 $ 195.0
Fair value 1.9 2.2
Maximum future payments $ 175.0 $ 195.0
Weighted average expected life 1 year 10 months 24 days 2 years 2 months 12 days
Single name credit default swaps | Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 320.0 $ 310.0
Fair value (2.1) (0.9)
Maximum future payments $ 320.0 $ 310.0
Weighted average expected life 2 years 8 months 12 days 2 years 10 months 24 days
Single name credit default swaps | Corporate debt securities | BB    
Credit derivatives sold disclosures    
Notional amount $ 30.0 $ 30.0
Fair value (3.8) (4.6)
Maximum future payments $ 30.0 $ 30.0
Weighted average expected life 2 years 9 months 18 days 3 years 1 month 6 days
Single name credit default swaps | Corporate debt securities | CCC    
Credit derivatives sold disclosures    
Notional amount   $ 10.0
Fair value   (6.8)
Maximum future payments   $ 10.0
Weighted average expected life   4 years
Single name credit default swaps | Corporate debt securities | CC    
Credit derivatives sold disclosures    
Notional amount $ 10.0  
Fair value (5.7)  
Maximum future payments $ 10.0  
Weighted average expected life 3 years 8 months 12 days  
Single name credit default swaps | Government/municipalities | AA    
Credit derivatives sold disclosures    
Notional amount $ 30.0 $ 30.0
Fair value 0.5 0.6
Maximum future payments $ 30.0 $ 30.0
Weighted average expected life 3 years 1 month 6 days 3 years 3 months 18 days
Single name credit default swaps | Sovereign | AA    
Credit derivatives sold disclosures    
Notional amount $ 10.0 $ 10.0
Fair value 0.1  
Maximum future payments $ 10.0 $ 10.0
Weighted average expected life 3 years 6 months 3 years 8 months 12 days
Single name credit default swaps | Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 40.0 $ 40.0
Fair value (0.2) (0.9)
Maximum future payments $ 40.0 $ 40.0
Weighted average expected life 3 years 6 months 3 years 8 months 12 days
Basket and index credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 141.9 $ 142.3
Fair value (12.3) (18.8)
Maximum future payments $ 141.9 $ 142.3
Weighted average expected life 1 year 1 year 3 months 18 days
Basket and index credit default swaps | Corporate debt securities | Near default    
Credit derivatives sold disclosures    
Notional amount $ 100.4 $ 100.4
Fair value (11.3) (17.7)
Maximum future payments $ 100.4 $ 100.4
Weighted average expected life 1 year 1 year 2 months 12 days
Notional amount of derivative whose credit risk is borne by third party investors $ 78.0 $ 78.0
Basket and index credit default swaps | Government/municipalities | AA    
Credit derivatives sold disclosures    
Notional amount 30.0 30.0
Fair value (1.0) (1.1)
Maximum future payments $ 30.0 $ 30.0
Weighted average expected life 1 year 6 months 1 year 8 months 12 days
Basket and index credit default swaps | Structured finance | AAA    
Credit derivatives sold disclosures    
Notional amount $ 11.5 $ 11.9
Maximum future payments $ 11.5 $ 11.9
Weighted average expected life 3 months 18 days 7 months 6 days